| 更新時間： | 2023年9月21日 PM 7:41:54 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/07/23 | 26.040% | 19916.56 | 26.043% | 25.444% | +0.596% | 25.444% | +0.596% |
| 31/07/23 | 26.450% | 20078.94 | 26.089% | 26.134% | +0.316% | 32.574% | -6.124% |
| 01/08/23 | 25.120% | 20011.12 | 25.195% | 25.874% | -0.754% | 32.037% | -6.917% |
| 02/08/23 | 25.240% | 19517.38 | 26.731% | 26.057% | -0.817% | 32.050% | -6.810% |
| 03/08/23 | 25.200% | 19420.87 | 26.194% | 26.050% | -0.850% | 31.828% | -6.628% |
| 04/08/23 | 25.050% | 19539.46 | 24.084% | 25.659% | -0.609% | 31.138% | -6.088% |
| 07/08/23 | 24.620% | 19537.92 | 23.994% | 25.239% | -0.619% | 30.008% | -5.388% |
| 08/08/23 | 24.180% | 19184.17 | 24.876% | 25.176% | -0.996% | 29.725% | -5.545% |
| 09/08/23 | 23.700% | 19246.03 | 24.526% | 24.735% | -1.035% | 29.001% | -5.301% |
| 10/08/23 | 24.020% | 19248.26 | 24.115% | 24.319% | -0.299% | 28.314% | -4.294% |
| 11/08/23 | 23.490% | 19075.19 | 22.452% | 23.993% | -0.503% | 27.737% | -4.247% |
| 14/08/23 | 25.280% | 18773.55 | 22.981% | 23.790% | +1.490% | 26.917% | -1.637% |
| 15/08/23 | 25.780% | 18581.11 | 22.281% | 23.271% | +2.509% | 26.138% | -0.358% |
| 16/08/23 | 26.340% | 18329.30 | 22.693% | 22.905% | +3.435% | 25.538% | +0.802% |
| 17/08/23 | 27.050% | 18326.63 | 22.699% | 22.621% | +4.429% | 25.037% | +2.013% |
| 18/08/23 | 27.970% | 17950.85 | 23.394% | 22.810% | +5.160% | 25.058% | +2.912% |
| 21/08/23 | 31.530% | 17623.29 | 22.835% | 22.781% | +8.749% | 24.465% | +7.065% |
| 22/08/23 | 29.500% | 17791.01 | 18.797% | 22.084% | +7.416% | 23.535% | +5.965% |
| 23/08/23 | 27.700% | 17845.92 | 18.915% | 21.328% | +6.372% | 22.554% | +5.146% |
| 24/08/23 | 27.170% | 18212.17 | 20.292% | 20.847% | +6.323% | 21.874% | +5.296% |
| 25/08/23 | 28.540% | 17956.38 | 20.125% | 20.193% | +8.347% | 21.022% | +7.518% |
| 28/08/23 | 28.550% | 18130.74 | 20.735% | 19.773% | +8.777% | 20.097% | +8.453% |
| 29/08/23 | 27.920% | 18484.03 | 22.289% | 20.471% | +7.449% | 20.639% | +7.281% |
| 30/08/23 | 26.460% | 18482.86 | 20.369% | 20.762% | +5.698% | 20.762% | +5.698% |
| 31/08/23 | 25.530% | 18382.06 | 20.286% | 20.761% | +4.769% | 25.535% | -0.005% |
| 04/09/23 | 25.500% | 18844.16 | 22.411% | 21.218% | +4.282% | 25.401% | +0.099% |
| 05/09/23 | 25.360% | 18456.91 | 23.296% | 21.730% | +3.630% | 25.835% | -0.475% |
| 06/09/23 | 24.610% | 18449.98 | 22.142% | 21.701% | +2.909% | 25.622% | -1.012% |
| 07/09/23 | 24.370% | 18202.07 | 22.470% | 22.121% | +2.249% | 25.937% | -1.567% |
| 11/09/23 | 24.270% | 18096.45 | 22.489% | 22.561% | +1.709% | 25.712% | -1.442% |
| 12/09/23 | 23.350% | 18025.89 | 22.292% | 22.538% | +0.812% | 25.499% | -2.149% |
| 13/09/23 | 22.940% | 18009.22 | 21.694% | 22.217% | +0.723% | 24.955% | -2.015% |
| 14/09/23 | 22.310% | 18047.92 | 21.482% | 22.085% | +0.225% | 24.625% | -2.315% |
| 15/09/23 | 21.240% | 18182.89 | 21.233% | 21.838% | -0.598% | 24.170% | -2.930% |
| 18/09/23 | 22.400% | 17930.55 | 21.729% | 21.686% | +0.714% | 23.467% | -1.067% |
| 19/09/23 | 22.040% | 17997.17 | 20.812% | 21.390% | +0.650% | 22.971% | -0.931% |
| 20/09/23 | 21.860% | 17885.60 | 20.201% | 21.091% | +0.769% | 22.477% | -0.617% |
| 21/09/23 | 22.200% | 17655.41 | 20.088% | 20.813% | +1.387% | 22.009% | +0.191% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/07/23 | 30.030% | 6808.47 | 31.000% | 29.649% | +0.381% | 29.649% | +0.381% |
| 31/07/23 | 30.840% | 6899.31 | 31.184% | 30.863% | -0.023% | 38.468% | -7.628% |
| 01/08/23 | 29.240% | 6854.52 | 30.089% | 30.704% | -1.464% | 38.018% | -8.778% |
| 02/08/23 | 29.480% | 6669.37 | 31.704% | 30.983% | -1.503% | 38.109% | -8.629% |
| 03/08/23 | 29.450% | 6652.16 | 30.992% | 30.994% | -1.544% | 37.867% | -8.417% |
| 04/08/23 | 29.420% | 6732.58 | 28.840% | 30.562% | -1.142% | 37.088% | -7.668% |
| 07/08/23 | 28.660% | 6734.31 | 28.711% | 30.067% | -1.407% | 35.747% | -7.087% |
| 08/08/23 | 28.450% | 6587.75 | 29.905% | 30.030% | -1.580% | 35.457% | -7.007% |
| 09/08/23 | 27.730% | 6613.23 | 29.599% | 29.609% | -1.879% | 34.717% | -6.987% |
| 10/08/23 | 28.120% | 6628.55 | 29.114% | 29.234% | -1.114% | 34.036% | -5.916% |
| 11/08/23 | 27.770% | 6540.63 | 27.987% | 29.063% | -1.293% | 33.599% | -5.829% |
| 14/08/23 | 29.590% | 6423.84 | 28.614% | 29.044% | +0.546% | 32.861% | -3.271% |
| 15/08/23 | 29.640% | 6366.48 | 27.749% | 28.613% | +1.027% | 32.138% | -2.498% |
| 16/08/23 | 30.960% | 6272.86 | 28.201% | 28.333% | +2.627% | 31.591% | -0.631% |
| 17/08/23 | 31.250% | 6292.33 | 28.232% | 28.157% | +3.093% | 31.163% | +0.087% |
| 18/08/23 | 33.550% | 6146.99 | 29.084% | 28.376% | +5.174% | 31.173% | +2.377% |
| 21/08/23 | 35.250% | 6030.64 | 28.684% | 28.390% | +6.860% | 30.489% | +4.761% |
| 22/08/23 | 33.930% | 6097.59 | 22.966% | 27.433% | +6.497% | 29.236% | +4.694% |
| 23/08/23 | 30.970% | 6117.27 | 22.876% | 26.368% | +4.602% | 27.884% | +3.086% |
| 24/08/23 | 30.420% | 6267.95 | 24.136% | 25.549% | +4.871% | 26.808% | +3.612% |
| 25/08/23 | 31.700% | 6175.29 | 23.569% | 24.446% | +7.254% | 25.450% | +6.250% |
| 28/08/23 | 31.760% | 6246.22 | 24.047% | 23.519% | +8.241% | 23.905% | +7.855% |
| 29/08/23 | 31.810% | 6386.80 | 25.600% | 24.046% | +7.764% | 24.243% | +7.567% |
| 30/08/23 | 29.600% | 6356.50 | 23.571% | 24.185% | +5.415% | 24.185% | +5.415% |
| 31/08/23 | 28.610% | 6332.42 | 23.536% | 24.065% | +4.545% | 29.599% | -0.989% |
| 04/09/23 | 28.720% | 6533.45 | 26.156% | 24.582% | +4.138% | 29.428% | -0.708% |
| 05/09/23 | 28.800% | 6396.76 | 26.963% | 25.165% | +3.635% | 29.919% | -1.119% |
| 06/09/23 | 28.150% | 6403.70 | 25.459% | 25.137% | +3.013% | 29.679% | -1.529% |
| 07/09/23 | 27.960% | 6314.67 | 25.801% | 25.583% | +2.377% | 29.995% | -2.035% |
| 11/09/23 | 27.800% | 6298.72 | 25.800% | 26.036% | +1.764% | 29.671% | -1.871% |
| 12/09/23 | 26.700% | 6260.19 | 25.389% | 25.882% | +0.818% | 29.284% | -2.584% |
| 13/09/23 | 26.360% | 6235.71 | 24.655% | 25.421% | +0.939% | 28.553% | -2.193% |
| 14/09/23 | 25.450% | 6275.15 | 24.585% | 25.246% | +0.204% | 28.149% | -2.699% |
| 15/09/23 | 24.410% | 6309.59 | 24.138% | 24.913% | -0.503% | 27.574% | -3.164% |
| 18/09/23 | 25.430% | 6209.52 | 24.727% | 24.699% | +0.731% | 26.727% | -1.297% |
| 19/09/23 | 25.000% | 6235.65 | 23.545% | 24.330% | +0.670% | 26.129% | -1.129% |
| 20/09/23 | 24.800% | 6181.73 | 22.998% | 23.999% | +0.801% | 25.576% | -0.776% |
| 21/09/23 | 25.060% | 6099.26 | 22.870% | 23.656% | +1.404% | 25.016% | +0.044% |